ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
93.110 |
92.665 |
-0.445 |
-0.5% |
93.730 |
High |
93.175 |
92.865 |
-0.310 |
-0.3% |
94.085 |
Low |
92.610 |
92.430 |
-0.180 |
-0.2% |
92.610 |
Close |
92.707 |
92.825 |
0.118 |
0.1% |
92.707 |
Range |
0.565 |
0.435 |
-0.130 |
-23.0% |
1.475 |
ATR |
0.490 |
0.486 |
-0.004 |
-0.8% |
0.000 |
Volume |
17,459 |
22,703 |
5,244 |
30.0% |
73,733 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.012 |
93.853 |
93.064 |
|
R3 |
93.577 |
93.418 |
92.945 |
|
R2 |
93.142 |
93.142 |
92.905 |
|
R1 |
92.983 |
92.983 |
92.865 |
93.063 |
PP |
92.707 |
92.707 |
92.707 |
92.746 |
S1 |
92.548 |
92.548 |
92.785 |
92.628 |
S2 |
92.272 |
92.272 |
92.745 |
|
S3 |
91.837 |
92.113 |
92.705 |
|
S4 |
91.402 |
91.678 |
92.586 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.559 |
96.608 |
93.518 |
|
R3 |
96.084 |
95.133 |
93.113 |
|
R2 |
94.609 |
94.609 |
92.977 |
|
R1 |
93.658 |
93.658 |
92.842 |
93.396 |
PP |
93.134 |
93.134 |
93.134 |
93.003 |
S1 |
92.183 |
92.183 |
92.572 |
91.921 |
S2 |
91.659 |
91.659 |
92.437 |
|
S3 |
90.184 |
90.708 |
92.301 |
|
S4 |
88.709 |
89.233 |
91.896 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.085 |
92.430 |
1.655 |
1.8% |
0.517 |
0.6% |
24% |
False |
True |
19,287 |
10 |
94.545 |
92.430 |
2.115 |
2.3% |
0.476 |
0.5% |
19% |
False |
True |
18,893 |
20 |
95.070 |
92.430 |
2.640 |
2.8% |
0.454 |
0.5% |
15% |
False |
True |
18,894 |
40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.478 |
0.5% |
15% |
False |
True |
20,364 |
60 |
95.070 |
90.795 |
4.275 |
4.6% |
0.513 |
0.6% |
47% |
False |
False |
20,572 |
80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.527 |
0.6% |
47% |
False |
False |
15,575 |
100 |
95.740 |
90.795 |
4.945 |
5.3% |
0.521 |
0.6% |
41% |
False |
False |
12,505 |
120 |
97.300 |
90.795 |
6.505 |
7.0% |
0.507 |
0.5% |
31% |
False |
False |
10,440 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.714 |
2.618 |
94.004 |
1.618 |
93.569 |
1.000 |
93.300 |
0.618 |
93.134 |
HIGH |
92.865 |
0.618 |
92.699 |
0.500 |
92.648 |
0.382 |
92.596 |
LOW |
92.430 |
0.618 |
92.161 |
1.000 |
91.995 |
1.618 |
91.726 |
2.618 |
91.291 |
4.250 |
90.581 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
92.766 |
93.155 |
PP |
92.707 |
93.045 |
S1 |
92.648 |
92.935 |
|